ANTICORRELATIONS AND SUBDIFFUSION IN FINANCIAL SYSTEMS

DOI10.1142/S0219525903000839MaRDI QIDQ5703248zbMATH OpenOpenAlexFDO

Authors Kestutis Staliunas

Publication date 8 November 2005

Published in Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219525903000839

zbMATH Keywords

statisticsfinanceeconophysicsnonlinear dynamicsanticorrelations

Mathematics Subject Classification ID

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Cites work

• Elements for a theory of financial risks

Cited in

(1)

• Two-dimensional stochastic dynamics as model for time evolution of the financial market

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